Pages that link to "Item:Q2574612"

The following pages link to Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks. (Q2574612):

Displaying 50 items.

• On convolution equivalence with applications (Q850761) (← links)
• On the behavior of the product of independent random variables (Q862681) (← links)
• Precise large deviations for negatively associated random variables with consistently varying tails (Q871036) (← links)
• The ruin probability of the renewal model with constant interest force and negatively dependent heavy-tailed claims (Q882463) (← links)
• A large deviation result for aggregate claims with dependent claim occurrences (Q882851) (← links)
• Convex large deviation rate functions under mixtures of linear transformations, with an application to ruin theory (Q886118) (← links)
• Large deviations for random sums of negatively dependent random variables with consistently varying tails (Q886324) (← links)
• Precise large deviations for actual aggregate loss process in a dependent compound customer-arrival-based insurance risk model (Q889470) (← links)
• Conditional tail expectation of randomly weighted sums with heavy-tailed distributions (Q894569) (← links)
• Asymptotic behaviour of ruin probabilities in a general discrete risk model using moment indices (Q904702) (← links)
• Tail behavior of the product of two dependent random variables with applications to risk theory (Q907381) (← links)
• Finite-time ruin probability with NQD dominated varying-tailed claims and NLOD inter-arrival times (Q967985) (← links)
• On the residual dependence index of elliptical distributions (Q979196) (← links)
• Approximation for the ruin probabilities in a discrete time risk model with dependent risks (Q988103) (← links)
• Necessary and sufficient conditions for moderate deviations of dependent random variables with heavy tails (Q989824) (← links)
• Tail asymptotics under beta random scaling (Q994321) (← links)
• Integrated insurance risk models with exponential Lévy investment (Q998271) (← links)
• Approximation of the tail probability of randomly weighted sums and applications (Q1004411) (← links)
• Precise large deviations for dependent random variables with heavy tails (Q1017834) (← links)
• Asymptotics for tail probability of total claim amount with negatively dependent claim sizes and its applications (Q1033579) (← links)
• On domination problem of non-negative distributions (Q1034901) (← links)
• Uniform estimate for maximum of randomly weighted sums with applications to ruin theory (Q1041305) (← links)
• Ruin probability of the renewal model with risky investment and large claims (Q1042994) (← links)
• Asymptotics of convolution with the semi-regular-variation tail and its application to risk (Q1633430) (← links)
• On closeness of two discrete weighted sums (Q1645197) (← links)
• Interplay of subexponential and dependent insurance and financial risks (Q1681088) (← links)
• A revisit to ruin probabilities in the presence of heavy-tailed insurance and financial risks (Q1681191) (← links)
• On the joint tail behavior of randomly weighted sums of heavy-tailed random variables (Q1686241) (← links)
• Distributions with heavy tails in Orlicz spaces (Q1692254) (← links)
• Asymptotics for ruin probabilities in Lévy-driven risk models with heavy-tailed claims (Q1716939) (← links)
• Precise large deviations of aggregate claims with dominated variation in dependent multi-risk models (Q1725419) (← links)
• Expectation of the truncated randomly weighted sums with dominatedly varying summands (Q1728118) (← links)
• Risk- and value-based management for non-life insurers under solvency constraints (Q1754147) (← links)
• Asymptotics for the finite-time ruin probability in a discrete-time risk model with dependent insurance and financial risks (Q1754541) (← links)
• Maxima of sums and random sums for negatively associated random variables with heavy tails (Q1771428) (← links)
• The finite-time ruin probability of a discrete-time risk model with subexponential and dependent insurance and financial risks (Q1782035) (← links)
• Uniform asymptotics for finite-time ruin probability of a bidimensional risk model (Q1799143) (← links)
• Uniform asymptotics for the finite-time ruin probability of a dependent risk model with a constant interest rate (Q1945612) (← links)
• Precise large deviations for random sums of END real-valued random variables with consistent variation (Q1947327) (← links)
• Uniform asymptotics for the finite-time ruin probability of a time-dependent risk model with pairwise quasiasymptotically independent claims (Q1952664) (← links)
• Tails of higher-order moments with dominatedly varying summands (Q2010121) (← links)
• A note on the tail behavior of randomly weighted sums with convolution-equivalently distributed random variables (Q2015296) (← links)
• Asymptotics for heavy-tailed renewal-reward processes and applications to risk processes and heavy traffic networks (Q2032337) (← links)
• A Fourier-cosine method for finite-time ruin probabilities (Q2038248) (← links)
• Precise large deviations for the aggregate claims in a dependent compound renewal risk model (Q2068032) (← links)
• Some positive conclusions related to the Embrechts-Goldie conjecture (Q2071597) (← links)
• Second-order tail behavior for stochastic discounted value of aggregate net losses in a discrete-time risk model (Q2100010) (← links)
• Tail asymptotics of randomly weighted sums of dependent strong subexponential random variables (Q2113622) (← links)
• Randomly weighted sums of conditionally dependent and dominated varying-tailed increments with application to ruin theory (Q2131925) (← links)
• Asymptotic risk decomposition for regularly varying distributions with tail dependence (Q2141226) (← links)